Trading Strategy
Let Kravatz, Inc. help you with developing, testing and automating your trading strategies. While working at hedge fund in New York, we automated a trading strategy that traded an Oil basket of stocks long and short. At 3 PM each trading day the Excel spreadsheet would open and calculate signals based on data collected from Bloomberg. At 5 PM the sheet would automatically shutdown.
We've also interfaced Excel to help a biotech fund manager gather information on drug prescriptions.
While at Instinet, Scott Kravatz developed a VWAP (Volume Weighted Average Price) trading system. The system used TAQ (Time and Quote) a.k.a Tick Data, from the New York Stock Exchange. The data was loaded to a SQL server database and used to calculate trading volume patterns for each stock and a market generic pattern.
Kravatz, Inc. has also developed Backtester software which can aid the search for trading stragies. One system actually traded had returns of %. Click here to view the results.
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